-5.7%
WY vs OUST
+41.3%
-47.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.4% |
| 7D | +0.2% | +31.9% | -31.7% | +1.0% |
| 30D | +8.0% | -4.2% | +12.2% | +8.2% |
| 3M | -17.7% | -9.3% | -8.4% | -17.5% |
| 6M | -10.8% | +51.7% | -62.4% | -10.6% |
| YTD | -10.6% | +76.6% | -87.2% | -9.5% |
| 1Y | -5.7% | +48.9% | -54.6% | -4.5% |
| All | -5.7% | +41.3% | -47.0% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling